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Donchian CCI Strategy More info on web site https://stocksharp.com/store/

Published
Jul 11, 2025
1y ago
Total Downloads
2.1K
2,094

Install

dotnet add package StockSharp.Strategies.0202_Donchian_CCI --version 5.0.0

No framework information available.

README

Donchian CCI Strategy

This strategy uses Donchian CCI indicators to generate signals. Long entry occurs when Price > Donchian Upper && CCI < -100 (breakout up with oversold conditions). Short entry occurs when Price < Donchian Lower && CCI > 100 (breakout down with overbought conditions). It is suitable for traders seeking opportunities in mixed markets.

Details

  • Entry Criteria:
    • Long: Price > Donchian Upper && CCI < -100 (breakout up with oversold conditions)
    • Short: Price < Donchian Lower && CCI > 100 (breakout down with overbought conditions)
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit long position when price falls below middle band
    • Short: Exit short position when price rises above middle band
  • Stops: Yes.
  • Default Values:
    • DonchianPeriod = 20
    • CciPeriod = 20
    • StopLossPercent = 2m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mixed
    • Direction: Both
    • Indicators: Donchian CCI
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium

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